convertible bond pricing
☆13Sep 17, 2014Updated 12 years ago
Alternatives and similar repositories for convbond
Users that are interested in convbond are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11May 24, 2015Updated 11 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- ☆14Oct 10, 2024Updated 2 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Modeling the volatility of commodity futures Indices☆15Mar 17, 2017Updated 9 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆31May 20, 2014Updated 12 years ago
- OpenQuant2014的XAPI插件☆18Dec 8, 2022Updated 3 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Oct 1, 2026Updated last week
- Generic Black-Scholes -Merton calculator☆33Oct 7, 2015Updated 11 years ago
- A financial blotter for trading FX and Futures☆24Aug 30, 2017Updated 9 years ago
- A Shiny app to work with future contracts data☆23Apr 14, 2017Updated 9 years ago
- Annual Inflation, GDP deflator and consumer prices☆25May 22, 2026Updated 4 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- ☆12May 25, 2018Updated 8 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 7 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 8 years ago
- Futures trading database/backtester/analysis☆21Dec 31, 2018Updated 7 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 4 years ago
- An app that retrieves daily 8-K and Form D filings from EDGAR database for certain states. This is a data journalism project of the Misso…☆12Dec 26, 2022Updated 3 years ago
- Claude Code 一键安装工具 (Windows 中国版) - 自动安装依赖并配置国产大模型 API☆21May 12, 2026Updated 4 months ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- GPU/CUDA optimized implementation of 3D optical flow algorithms such as Farneback two frame motion estimation and Lucas Kanade dense opti…☆14Jun 26, 2023Updated 3 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆20Aug 6, 2020Updated 6 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- Portfolio optimization package in Python.☆16Feb 20, 2020Updated 6 years ago
- Financial methods in Python☆46Jul 3, 2014Updated 12 years ago
- Dispersion Trading using Options☆34Apr 9, 2017Updated 9 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- R package for financial present value functions and option pricing☆13Nov 5, 2021Updated 4 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆25Dec 7, 2022Updated 3 years ago
- Conditional coverage metrics for set rules prediction.☆22May 29, 2026Updated 4 months ago
- Thinkful data science program portfolio☆15May 14, 2020Updated 6 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆37Oct 30, 2023Updated 2 years ago